0.15Open0.18Pre Close30 Volume63 Open Interest60.00Strike Price450.00Turnover34.67%IV2.72%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1967Delta0.1709Gamma334.63Leverage Ratio-0.0985Theta0.0007Rho65.84Eff Leverage0.0130Vega